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Probabilities.InverseChiSquarePDF Function
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Inverse Chi-Square probability distribution function (PDF).

Pascal
function InverseChiSquarePDF(x: double; Nu: Integer): double; overload;
File
Parameters
Parameters 
Description 
x 
Function domain, real value. 
Nu 
Defines distribution degrees of freedom, positive integer. 
Returns

the inverse Chi-Squared distribution probability density function (PDF), evaluated at x for integer parameter Nu.

Description

The inverse-chi-square distribution is the probability distribution of a random variable whose multiplicative inverse (reciprocal) has a chi-square distribution. It is also often defined as the distribution of a random variable whose reciprocal divided by its degrees of freedom is a chi-square distribution. That is, if x has the chi-square distribution with Nu degrees of freedom, then according to the first definition, 1/x has the inverse-chi-square distribution with Nzu degrees of freedom; while according to the second definition, Nu/x has the inverse-chi-square distribution with Nu degrees of freedom. This package uses first definition which yields the following relation:

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